In The Last of Us: Left Behind - Podcast Beyond. The creators specifically state that Ellie was attracted to Riley and that she had romantic feelings for her. It doesn't get much more clearer than that.
There's also this from a recent interview:
“When I was writing it, I was writing it with the idea that Ellie is gay, and when the actresses were working they were definitely working with the idea that they’re both attracted to each other. That was the subtext and intention that they were playing with from the opening cinematic when they’re holding each other’s hands for too long, or when Riley bites her on the neck; there’s that chemistry there from the get go that was important for us so that we earned that moment when they kissed each other. So that it wasn’t just out of the blue but also wasn’t so overt that you’re like “Oh of course. Just get on with it." At the photo booth and the awkward moment there when they almost kiss, the way Riley calls Ellie her ‘girl’, these things could be taken either way but for the most part it's pretty clear.”
- Neil Druckmann
